Are you using any IDE(like eclipse etc.,) for developing servlet programs?
If you are using IDE, it is not much difficult to compile and run the servlet.
You need to include the servlet name in web.xml file( I think you know this file).
Once you build the project , the servlet gets automatically compiled.
To run it, Right click on the project->Run As->Run On Server. These options you have to select to run the servlet application.
Study the tutorial in the link:http://www.roseindia.net/servlets/index.shtml
Programming skills only improved when you are in practice of doing programs, learning new things. This is my only suggestion.